Don't use parental controls? My parents had router-level parental controls and I simply used a VPN to get around it. Kids will do what they want to do. Most parental control blocks end up blocking important websites like sex education or LGBT content. Not to mention they block cool stuff kids should be doing like piracy.
Just have antivirus software installed and teach your kids how to not download malware, not get scammed, etc. The main threats to kids online are ones that will not be blocked by parental controls. Plenty of kids getting scammed on Roblox or whatever.